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Re: New Zorro version 1.14
[Re: jcl]
#428264
08/22/13 12:41
08/22/13 12:41
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Joined: Aug 2013
Posts: 8
svenb
Newbie
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Newbie
Joined: Aug 2013
Posts: 8
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This is just based on the tutorials...
bool findTrade(var Price,bool IsShort)
{
for(open_trades){
if(TradeIsShort == IsShort and TradeAsset == "EUR/CHF")
return false;
}
return true;
}
function tradeEURCHF()
{
TimeFrame = 1;
TimeExit = 1000;
var Price;
var Grid = optimize(10,10,100,10) * PIP;
vars Prices = series(price());
vars Trend = series(LowPass(Prices,optimize(1000,500,2000)));
var Current = priceClose();
var PriceHigh=optimize(1.22,1.2,1.26,0.01);
var PriceLow =optimize(1.25,1.22,1.3,0.01);
TakeProfit=Grid;
if(Current > PriceHigh and findTrade(Price,true) and !peak(Trend))
enterShort();
if(Current < PriceLow and findTrade(Price,false) and !valley(Trend))
enterLong();
}
function tradeCounterTrend()
{
TimeFrame = 4;
vars Price = series(price());
vars DomPeriod = series(DominantPeriod(Price,30));
var LowPeriod = LowPass(DomPeriod,500);
vars HP = series(HighPass(Price,LowPeriod*optimize(1,0.5,2)));
vars Signal = series(Fisher(HP,500));
var Threshold = optimize(1,0.9,1.5,0.1);
Stop = optimize(5,3,7) * ATR(100);
Trail = optimize(5,3,7) * ATR(100);
TrailLock = 10;
if(crossUnder(Signal,-Threshold))
reverseLong(1);
else if(crossOver(Signal,Threshold))
reverseShort(1);
}
function tradeTrend()
{
TimeFrame = 1;
vars Price = series(price());
vars Trend = series(LowPass(Price,optimize(1000,500,2000)));
Stop = optimize(5,3,7) * ATR(100);
Trail = optimize(5,3,7) * ATR(100);
TrailLock = 10;
if(valley(Trend)) {
enterLong();
} else if(peak(Trend)) {
enterShort();
}
}
function run()
{
set(PARAMETERS+FACTORS);
set(LOGFILE);
set(TICKS);
set(HEDGING);
BarPeriod = 60;
LookBack = 2000;
StartDate = 2002;
NumWFOCycles = 5;
Capital = 400;
if(ReTrain) {
UpdateDays = -1;
SelectWFO = -1;
}
// portfolio loop
while(asset(loop( "EUR/CHF", "EUR/USD", "USD/JPY", "USD/CHF", "GBP/USD")))
while(algo(loop("GRID","TRND","CNTR")))
{
Margin = MarginCost + (Capital + 0.5 * ProfitClosed) * OptimalF;
if(Algo == "TRND" and Asset!= "EUR/CHF")
tradeTrend();
else if(Algo == "CNTR" and Asset!= "EUR/CHF")
tradeCounterTrend();
else if(Algo == "GRID" and Asset== "EUR/CHF")
tradeEURCHF();
}
It also crashes when a trade closes because of the s/l.
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Re: New Zorro version 1.14
[Re: svenb]
#428312
08/23/13 14:18
08/23/13 14:18
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Joined: Apr 2013
Posts: 57
3DCat
Junior Member
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Junior Member
Joined: Apr 2013
Posts: 57
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Hi jcl! I narrowed my problem down: if i trade on demo/fxcm the following script:
function run()
{
BarPeriod=1;
StartDate=2013;
Verbose=14;
Weekend=1;
while(asset(loop("EUR/USD","AUD/USD","GBP/USD","GER30","NAS100","SPX500","UK100","US30","USD/CAD","USD/CHF","USD/JPY","USOil","XAG/USD","XAU/USD")))
{
Stop=TakeProfit=5*PIP;
if (NumOpenTotal<1)
{
if(random()>0) enterLong();
else enterShort();
}
}
}
Can you confirm it does nothing after a minute? Or ever:)? When setting Weekend to 2, or deleting the multiasset loop, it enters a trade normally after 1 minute. Am i doing something wrong or is it a bug?
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